| half_month | return_percent | |
|---|---|---|
| 0 | 2H_November | 17.905316 |
| 1 | 2H_July | 10.436121 |
| 2 | 2H_April | 9.747998 |
| 3 | 1H_November | 9.253198 |
| 4 | 2H_October | 8.557055 |
| 5 | 1H_February | 8.069189 |
| 6 | 2H_May | 6.640945 |
| 7 | 2H_March | 6.157628 |
| 8 | 1H_October | 6.086251 |
| 9 | 1H_January | 6.074730 |
| 10 | 1H_December | 4.314544 |
| 11 | 2H_December | 4.244989 |
| 12 | 1H_March | 3.989053 |
| 13 | 1H_August | 3.677216 |
| 14 | 1H_April | 2.753134 |
| 15 | 1H_May | 2.735995 |
| 16 | 2H_February | 2.651344 |
| 17 | 2H_June | 1.390780 |
| 18 | 2H_January | 1.161953 |
| 19 | 1H_July | 0.285664 |
| 20 | 1H_June | -0.428467 |
| 21 | 2H_September | -0.824870 |
| 22 | 2H_August | -3.018229 |
| 23 | 1H_September | -3.236493 |
Analysis includes 330 periods from 15 years Median Returns by Half-Month (Sorted): 1. 2H_October: 8.60% (n=14) 2. 1H_February: 5.59% (n=14) 3. 1H_March: 5.42% (n=14) 4. 2H_November: 5.13% (n=14) 5. 2H_July: 4.82% (n=13) 6. 2H_February: 4.67% (n=14) 7. 2H_April: 4.63% (n=14) 8. 1H_January: 3.90% (n=14) 9. 1H_April: 3.26% (n=14) 10. 1H_November: 3.18% (n=14) 11. 1H_October: 2.92% (n=14) 12. 2H_May: 1.88% (n=13) 13. 2H_March: 1.14% (n=14) 14. 2H_January: 1.03% (n=14) 15. 1H_July: 0.58% (n=13) 16. 2H_September: 0.49% (n=14) 17. 1H_December: 0.43% (n=14) 18. 1H_August: 0.32% (n=13) 19. 1H_May: 0.29% (n=14) 20. 2H_June: -0.08% (n=13) 21. 1H_June: -0.10% (n=13) 22. 1H_September: -0.94% (n=14) 23. 2H_December: -2.92% (n=14) 24. 2H_August: -3.19% (n=14)
Analysis includes 81 periods from 4 years matching cycle Year 1 Median Returns by Half-Month (Sorted): 1. 2H_November: 36.38% (n=3) 2. 1H_October: 31.29% (n=3) 3. 2H_July: 30.12% (n=3) 4. 1H_February: 18.97% (n=4) 5. 2H_May: 17.39% (n=3) 6. 1H_March: 14.25% (n=4) 7. 2H_April: 13.96% (n=4) 8. 2H_August: 13.94% (n=3) 9. 1H_November: 13.36% (n=3) 10. 1H_August: 13.35% (n=3) 11. 2H_October: 13.20% (n=3) 12. 2H_January: 9.59% (n=4) 13. 1H_January: 7.46% (n=4) 14. 2H_February: 6.05% (n=4) 15. 1H_June: 5.52% (n=3) 16. 1H_April: 4.48% (n=4) 17. 2H_March: 1.77% (n=4) 18. 2H_September: 0.71% (n=3) 19. 1H_September: -1.99% (n=3) 20. 1H_May: -4.31% (n=4) 21. 1H_July: -9.16% (n=3) 22. 2H_June: -9.96% (n=3) 23. 1H_December: -14.29% (n=3) 24. 2H_December: -15.08% (n=3)
| half_month | return_mean | return_median | count | years_spanned | rank | rank_norm | |
|---|---|---|---|---|---|---|---|
| 0 | 2H_November | 65.894338 | 36.381546 | 3 | 3 | 1 | 0.000000 |
| 1 | 1H_November | 39.815261 | 13.362262 | 3 | 3 | 2 | 0.043478 |
| 2 | 1H_October | 28.340994 | 31.289455 | 3 | 3 | 3 | 0.086957 |
| 3 | 2H_April | 27.079617 | 13.958803 | 4 | 4 | 4 | 0.130435 |
| 4 | 2H_July | 26.623236 | 30.121434 | 3 | 3 | 5 | 0.173913 |
| 5 | 2H_March | 23.359985 | 1.765370 | 4 | 4 | 6 | 0.217391 |
| 6 | 1H_August | 19.728072 | 13.350813 | 3 | 3 | 7 | 0.260870 |
| 7 | 1H_February | 19.507309 | 18.968256 | 4 | 4 | 8 | 0.304348 |
| 8 | 2H_October | 18.409213 | 13.200221 | 3 | 3 | 9 | 0.347826 |
| 9 | 1H_March | 17.101333 | 14.246913 | 4 | 4 | 10 | 0.391304 |
| 10 | 2H_August | 14.904269 | 13.941550 | 3 | 3 | 11 | 0.434783 |
| 11 | 2H_January | 13.472003 | 9.592011 | 4 | 4 | 12 | 0.478261 |
| 12 | 1H_December | 12.899921 | -14.292177 | 3 | 3 | 13 | 0.521739 |
| 13 | 2H_May | 10.652228 | 17.391703 | 3 | 3 | 14 | 0.565217 |
| 14 | 1H_January | 6.680892 | 7.463209 | 4 | 4 | 15 | 0.608696 |
| 15 | 2H_February | 5.186591 | 6.052752 | 4 | 4 | 16 | 0.652174 |
| 16 | 2H_September | 2.866668 | 0.709955 | 3 | 3 | 17 | 0.695652 |
| 17 | 1H_April | -1.005480 | 4.480056 | 4 | 4 | 18 | 0.739130 |
| 18 | 1H_May | -1.074092 | -4.313437 | 4 | 4 | 19 | 0.782609 |
| 19 | 1H_June | -2.967880 | 5.522169 | 3 | 3 | 20 | 0.826087 |
| 20 | 2H_June | -7.018780 | -9.956753 | 3 | 3 | 21 | 0.869565 |
| 21 | 1H_September | -7.213268 | -1.985927 | 3 | 3 | 22 | 0.913043 |
| 22 | 1H_July | -8.115748 | -9.158832 | 3 | 3 | 23 | 0.956522 |
| 23 | 2H_December | -13.704110 | -15.079236 | 3 | 3 | 24 | 1.000000 |
Half-Month All-Time High Rankings: Rank Period ATH Count % of Days Unique Years ------------------------------------------------------------ 1 November_2H 27 12.98% 5 2 November_1H 23 11.11% 4 3 March_1H 16 7.62% 4 4 February_2H 14 7.53% 3 5 February_1H 14 6.67% 2 6 December_2H 13 5.83% 3 7 December_1H 11 5.29% 3 8 April_1H 9 4.29% 2 9 May_1H 8 3.88% 1 <-- WE ARE HERE 10 August_1H 8 4.10% 1 11 March_2H 8 3.57% 1 12 May_2H 7 3.37% 1 <-- NEXT 13 January_2H 6 2.68% 2 14 January_1H 6 2.90% 1 15 August_2H 6 2.78% 3 16 October_2H 5 2.29% 2 17 June_1H 3 1.54% 1 18 October_1H 2 0.97% 1 19 September_1H 2 0.98% 1 20 April_2H 1 0.48% 1 21 July_1H 0 0.00% 0 22 July_2H 0 0.00% 0 23 June_2H 0 0.00% 0 24 September_2H 0 0.00% 0 Total All-Time Highs: 189 Current Period: May_1H (Rank #9)
Analysis includes data from 14 years: 2011, 2012, 2013, 2014, 2015, 2016, 2017, 2018, 2019, 2020, 2021, 2022, 2023, 2024 Historical Year-End Returns (Full Year): 2013 (Cycle Year 1): +5437.07% 2017 (Cycle Year 1): +1291.13% 2020 (Cycle Year 4): +303.87% 2012 (Cycle Year 4): +164.80% 2023 (Cycle Year 3): +154.34% 2016 (Cycle Year 4): +122.74% 2024 (Cycle Year 4): +111.33% 2019 (Cycle Year 3): +87.48% 2021 (Cycle Year 1): +57.18% 2015 (Cycle Year 3): +37.31% 2014 (Cycle Year 2): -57.44% 2011 (Cycle Year 3): -57.98% 2022 (Cycle Year 2): -65.41% 2018 (Cycle Year 2): -72.53% Average Year-End Return: +536.71% Median Year-End Return: +111.33% Returns by Cycle Year: Cycle Year 1 (years: 2013, 2017, 2021): Average: +2261.79% Sample size: 3 years Cycle Year 2 (years: 2014, 2022, 2018): Average: -65.12% Sample size: 3 years Cycle Year 3 (years: 2023, 2019, 2015, 2011): Average: +55.29% Sample size: 4 years Cycle Year 4 (years: 2020, 2012, 2016, 2024): Average: +175.69% Sample size: 4 years
Bitcoin Period Performance Analysis Current date: 2025-05-13 Current cycle year: 1 Using all cycle years Including current cycle: True Sorting by: median ================================================== 1-Month Period Performance Rankings: | 1-Month Period | Average % Change | Median % Change | % Higher | Current | C1 Avg | C2 Avg | C3 Avg | C4 Avg | |:-----------------|:-------------------|:------------------|:-----------|:----------|:---------|:---------|:---------|:---------| | July | 11.9% | 16.3% | 69.2% | | 19.4% | 11.4% | 0.4% | 15.2% | | October | 14.7% | 14.6% | 71.4% | | 44.7% | -3.4% | 8.1% | 12.5% | | February | 10.9% | 11.6% | 64.3% | | 26.1% | -2.1% | 6.5% | 8.7% | | November | 39.7% | 10.5% | 64.3% | | 165.0% | -12.5% | -0.1% | 24.7% | | May | 10.9% | 6.9% | 61.5% | ✓ | 13.1% | 0.5% | 18.9% | 11.1% | | April | 9.3% | 5.2% | 64.3% | | 16.8% | 3.5% | 8.6% | 6.7% | | December | 7.3% | 2.3% | 50.0% | | -4.7% | -9.4% | 14.6% | 21.6% | | June | 0.8% | 1.6% | 53.8% | | -10.9% | -15.5% | 18.9% | 8.3% | | January | 3.6% | 1.3% | 50.0% | | 18.1% | -12.5% | -0.8% | 4.3% | | March | 9.4% | -3.0% | 42.9% | | 45.0% | -18.0% | 7.5% | -4.2% | | September | -5.2% | -5.8% | 35.7% | | -8.6% | -9.8% | -12.1% | 7.7% | | August | 2.7% | -7.7% | 30.8% | | 41.4% | -13.8% | -12.8% | -2.4% | -------------------------------------------------- Color Key: ≥ 20% ≥ 10% > 0% > -10% > -20% ≤ -20% 2-Month Period Performance Rankings: | 2-Month Period | Average % Change | Median % Change | % Higher | Current | C1 Avg | C2 Avg | C3 Avg | C4 Avg | |:------------------|:-------------------|:------------------|:-----------|:----------|:---------|:---------|:---------|:---------| | November-December | 39.2% | 27.1% | 64.3% | | 114.6% | -20.7% | 16.6% | 50.0% | | October-November | 77.8% | 19.7% | 64.3% | | 308.3% | -17.6% | 12.5% | 41.9% | | September-October | 10.6% | 19.0% | 71.4% | | 37.4% | -13.1% | 1.1% | 17.9% | | June-July | 10.4% | 11.3% | 69.2% | | 2.6% | -8.9% | 18.0% | 25.2% | | February-March | 33.2% | 10.2% | 64.3% | | 109.7% | -16.5% | 15.6% | 7.2% | | April-May | 21.1% | 10.0% | 61.5% | | 32.6% | 3.2% | 31.7% | 18.1% | | May-June | 14.7% | 8.5% | 69.2% | ✓ | 4.8% | -12.9% | 41.5% | 22.9% | | December-January | 13.6% | 7.6% | 64.3% | | -18.1% | -7.9% | 23.1% | 44.0% | | July-August | 15.6% | 4.3% | 53.8% | | 62.7% | -3.4% | -11.8% | 15.1% | | March-April | 24.6% | 2.4% | 57.1% | | 85.2% | -17.1% | 17.8% | 0.5% | | January-February | 16.6% | 0.1% | 50.0% | | 54.1% | -20.0% | 6.4% | 14.3% | | August-September | 0.6% | -8.8% | 38.5% | | 33.0% | -21.5% | -15.1% | 4.4% | -------------------------------------------------- Color Key: ≥ 20% ≥ 10% > 0% > -10% > -20% ≤ -20% 3-Month Period Performance Rankings: | 3-Month Period | Average % Change | Median % Change | % Higher | Current | C1 Avg | C2 Avg | C3 Avg | C4 Avg | |:---------------------------|:-------------------|:------------------|:-----------|:----------|:---------|:---------|:---------|:---------| | October-November-December | 72.8% | 30.0% | 57.1% | | 229.3% | -24.9% | 28.2% | 73.3% | | September-October-November | 72.3% | 27.7% | 64.3% | | 291.9% | -26.7% | 6.9% | 47.2% | | November-December-January | 46.2% | 26.4% | 78.6% | | 103.7% | -22.1% | 23.3% | 77.4% | | May-June-July | 24.2% | 23.1% | 69.2% | ✓ | 20.4% | -9.3% | 38.9% | 41.0% | | December-January-February | 30.0% | 17.5% | 57.1% | | -23.8% | -1.6% | 34.7% | 89.5% | | August-September-October | 23.0% | 15.0% | 69.2% | | 100.1% | -24.2% | 5.1% | 14.0% | | February-March-April | 54.6% | 12.3% | 64.3% | | 172.6% | -15.0% | 26.9% | 9.6% | | March-April-May | 35.2% | 10.6% | 69.2% | | 110.9% | -16.4% | 42.8% | 11.3% | | April-May-June | 26.1% | 7.0% | 61.5% | | 24.2% | -9.8% | 57.9% | 30.7% | | June-July-August | 13.4% | 2.8% | 53.8% | | 41.4% | -21.1% | 3.9% | 25.6% | | July-August-September | 13.8% | 1.0% | 61.5% | | 53.1% | -11.3% | -13.9% | 23.8% | | January-February-March | 52.1% | -3.2% | 42.9% | | 180.5% | -31.0% | 18.8% | 11.1% | -------------------------------------------------- Color Key: ≥ 20% ≥ 10% > 0% > -10% > -20% ≤ -20% 6-Month Period Performance Rankings: | 6-Month Period | Average % Change | Median % Change | % Higher | Current | C1 Avg | C2 Avg | C3 Avg | C4 Avg | |:-------------------|:-------------------|:------------------|:-----------|:----------|:---------|:---------|:---------|:---------| | September-February | 85.0% | 69.0% | 64.3% | | 139.7% | -26.3% | 44.0% | 168.4% | | October-March | 124.7% | 52.9% | 71.4% | | 103.3% | -8.9% | 51.8% | 313.9% | | December-May | 112.2% | 51.2% | 69.2% | | -36.4% | 42.5% | 49.9% | 413.7% | | August-January | 104.4% | 43.3% | 61.5% | | 333.1% | -39.8% | 21.5% | 103.2% | | July-December | 127.4% | 43.2% | 69.2% | | 426.4% | -35.2% | 24.4% | 102.2% | | June-November | 109.0% | 42.4% | 69.2% | | 379.0% | -43.2% | 32.5% | 77.9% | | November-April | 135.9% | 40.2% | 71.4% | | 40.3% | -0.5% | 38.0% | 407.6% | | May-October | 55.5% | 34.3% | 76.9% | ✓ | 147.7% | -34.6% | 43.3% | 63.0% | | January-June | 78.6% | 32.2% | 69.2% | | 247.8% | -41.9% | 82.8% | 38.8% | | February-July | 73.3% | 25.3% | 76.9% | | 199.0% | -27.4% | 80.7% | 49.2% | | March-August | 58.6% | 9.7% | 53.8% | | 183.8% | -35.4% | 50.2% | 41.6% | | April-September | 42.7% | -3.2% | 46.2% | | 98.1% | -26.5% | 30.4% | 62.2% | -------------------------------------------------- Color Key: ≥ 20% ≥ 10% > 0% > -10% > -20% ≤ -20%
Using synthetic data for demonstration
weekday weekday_name avg_gain_pct std_gain_pct total_days \ 0 0 Monday 0.535037 4.004729 540 1 1 Tuesday 0.105019 3.645714 539 2 2 Wednesday 0.245725 3.943206 539 3 3 Thursday 0.125614 4.397641 540 4 4 Friday 0.309471 3.606585 541 5 5 Saturday 0.215379 2.823866 541 6 6 Sunday 0.028401 2.871489 541 positive_days negative_days pct_positive_days min_gain_pct max_gain_pct 0 286 253 52.962963 -16.073072 19.413481 1 279 260 51.762523 -16.163856 18.522326 2 279 260 51.762523 -24.492313 16.669621 3 269 271 49.814815 -39.146637 26.904317 4 297 244 54.898336 -16.191363 16.637404 5 300 241 55.452865 -11.922514 14.472415 6 270 271 49.907579 -11.211656 12.981584
Returns after 93rd Percentile ATH Signal: Signal Date 30d Return (%) 90d Return (%) 180d Return (%) \ 0 2013-03-31 45.48 -7.46 32.03 1 2013-11-30 -34.23 -50.88 -48.89 2 2017-06-30 11.23 69.74 523.20 3 2017-12-31 -28.16 -50.08 -55.30 4 2021-01-31 46.39 74.56 27.44 5 2024-12-31 12.16 -11.61 NaN 0 Average 8.81 4.04 95.70 1 Median 11.70 -9.54 27.44 2 % Positive 66.67 33.33 50.00 365d Return (%) 0 373.04 1 -66.33 2 159.00 3 -73.39 4 16.14 5 NaN 0 81.69 1 16.14 2 50.00
Cell In[490], line 5 Removes all data from the DataFrame that occurs on or after the specified cutoff date. ^ IndentationError: unexpected indent
Running forward returns and drawdowns analysis...
Current rolling 30-day return: 24.86% (as of 2025-05-11) Looking for instances within range: 23.86% to 25.86% Found 35 non-overlapping instances Breakdown by Quarter: Q1 (12 instances): +30d: Avg=3.60%, Median=1.35%, %Pos=50.0% +90d: Avg=53.18%, Median=-11.46%, %Pos=41.7% +180d: Avg=63.60%, Median=-1.15%, %Pos=50.0% +365d: Avg=542.61%, Median=64.74%, %Pos=66.7% Q2 (7 instances): +30d: Avg=20.25%, Median=17.42%, %Pos=71.4% +90d: Avg=26.63%, Median=18.89%, %Pos=85.7% +180d: Avg=162.76%, Median=51.35%, %Pos=57.1% +365d: Avg=258.99%, Median=252.74%, %Pos=71.4% Q3 (10 instances): +30d: Avg=5.84%, Median=-2.65%, %Pos=30.0% +90d: Avg=102.59%, Median=18.04%, %Pos=60.0% +180d: Avg=159.55%, Median=76.38%, %Pos=60.0% +365d: Avg=247.52%, Median=121.30%, %Pos=80.0% Q4 (6 instances): +30d: Avg=16.98%, Median=6.70%, %Pos=66.7% +90d: Avg=99.56%, Median=99.98%, %Pos=100.0% +180d: Avg=334.17%, Median=201.92%, %Pos=100.0% +365d: Avg=1231.52%, Median=258.65%, %Pos=100.0%
Optimal holding period: 355 days % Positive: 79.41% Average return: 583.49%